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The variance covariance matrix of three assets is given as:
asset1
asset2
asset3
0.025
0.015
-0.002
0.030
0.005
0.004
The expected returns on asset1, asset2, and asset3 are 10%, 12%, and 7%, respectively. The return on risk-free asset is 5%. Given that the investor would like to minimize risk,
a. Find the weights of each asset in the portfolio.
b. Find the portfolio's risk and return at the optimum solution.
c. Write the dual to the problem.
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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